Hi @ted_ellefson,
Regardless of any Local or Global data filter, the heatmap element will display total count in the intersections/cells. That is, unless you're using a variable in the Color role, which is what I assume you are doing if you're getting an average value in the cells ("average" is the default operation to perform on the values of a continuous Color role variable). To change the summary statistic used in coloring those cells (and thus, also the values displayed when they are labelled), right click the variable in the Color role, select Summary Statistic > Sum:
Now, what is displayed in the cells (and what the colors are defined by) is the sum of the Color variable at those intersections formed by your X and Y role variables. Your Data Filter should now work as you intended.
I hope this helps!
@julian